def push(self, subject_code, chart_type, time_unit, candle):
try:
s_time = time.time()
self.data[subject_code][chart_type][time_unit][const.현재가].append(
candle[const.현재가])
self.data[subject_code][chart_type][time_unit][const.시가].append(
candle[const.시가])
self.data[subject_code][chart_type][time_unit][const.고가].append(
candle[const.고가])
self.data[subject_code][chart_type][time_unit][const.저가].append(
candle[const.저가])
self.data[subject_code][chart_type][time_unit][const.체결시간].append(
candle[const.체결시간])
if const.영업일자 in candle:
self.data[subject_code][chart_type][time_unit][
const.영업일자].append(candle[const.영업일자])
if const.거래량 in candle:
self.data[subject_code][chart_type][time_unit][
const.거래량].append(candle[const.거래량])
self.data[subject_code][chart_type][time_unit][const.인덱스] += 1
self.calc(subject_code, chart_type, time_unit)
self.running_time = self.running_time + (time.time() - s_time)
except Exception as err:
self.log.error(util.get_error_msg(err))
def get_strategy_var_from_config(self):
stv = self.stv
MODULE_PATH = os.path.dirname(
os.path.abspath(__file__).replace('\\', '/'))
try:
# 전략 변수 Config 불러오기
config = configparser.RawConfigParser()
config.read(MODULE_PATH + '/strategy_var.cfg')
for subject_code in self.sbv.info.keys():
subject_symbol = subject_code[:2]
if subject_symbol not in stv.info:
stv.info[subject_symbol] = {}
strategy = config.get(const.ST_CONFIG, subject_symbol)
stv.info[subject_symbol][strategy] = {}
stv.info[subject_symbol][strategy][const.차트] = []
stv.info[subject_symbol][strategy][const.차트변수] = {}
stv.info[subject_symbol][strategy][const.차트변수][const.틱차트] = {}
stv.info[subject_symbol][strategy][const.차트변수][const.분차트] = {}
if strategy == const.파라:
stv.info[subject_symbol][strategy][const.차트변수][
const.매매불가수익량] = config.get(subject_symbol,
const.매매불가수익량)
stv.info[subject_symbol][strategy][const.차트변수][const.청산단계별드리블틱] \
= json.loads(config.get(subject_symbol, const.청산단계별드리블틱))
# subject_symbol의 config 불러옴
chart_types = json.loads(
config.get(subject_symbol, const.CHART_TYPE))
for chart_type in chart_types:
type_ = chart_type.split('_')[0]
time_unit = chart_type.split('_')[1]
section_str = subject_symbol + '_' + chart_type
stv.info[subject_symbol][strategy][
const.차트변수][type_][time_unit] = {}
stv.info[subject_symbol][strategy][const.차트].append(
[str(type_), str(time_unit)])
if strategy == const.파라:
stv.info[subject_symbol][strategy][const.차트변수][type_][time_unit][const.이동평균선]\
= json.loads(config.get(section_str, const.이동평균선))
stv.info[subject_symbol][strategy][const.차트변수][type_][time_unit][const.INIT_AF]\
= config.getfloat(section_str, const.INIT_AF)
stv.info[subject_symbol][strategy][const.차트변수][type_][time_unit][const.MAX_AF]\
= config.getfloat(section_str, const.MAX_AF)
stv.info[subject_symbol][strategy][const.차트변수][type_][time_unit][const.초기캔들수]\
= config.getint(section_str, const.초기캔들수)
except Exception as err:
self.err_log.error(util.get_error_msg(err))
return stv
def get_contract_count(self, subject_code):
try:
if subject_code not in self.contract_list:
return 0
return self.contract_list[subject_code]['보유수량']
except Exception as err:
self.err_log.error(util.get_error_msg(err))
return 0
def set_input_value(self, sID, sValue):
"""
Tran 입력 값을 서버통신 전에 입력한다.
:param sID: 아이템명
:param sValue: 입력 값
Ex) openApi.SetInputValue(“종목코드”, “000660”);
openApi.SetInputValue(“계좌번호”, “5015123401”);
"""
try:
self.log.debug("set_input_value(), sID: %s, sValue: %s" %
(sID, sValue))
# rq_thread.set_input_value(sID, sValue)
self.input_value.append([sID, sValue])
except Exception as err:
self.log.error(util.get_error_msg(err))
def is_it_ok(self, chart, subject_code, current_price):
global running_time
s_time = time.time()
try:
차트 = self.get_chart(subject_code) # 이거 왜 쓴거임?
''' 차트 미생성 '''
for chart_config in self.stv.info[subject_code][const.파라][차트]:
chart_type = chart_config[0]
time_unit = chart_config[1]
if chart().data[subject_code][chart_type][time_unit][
'인덱스'] < self.stv.info[subject_code][const.파라][
const.차트변수][chart_type][time_unit][const.초기캔들수]:
running_time = running_time + (time.time() - s_time)
return const.false
''' 매매 불가 상태'''
if chart.data[subject_code]['상태'] == '매수중' or chart.data[subject_code]['상태'] == '매도중' \
or chart.data[subject_code]['상태'] == '매매시도중' or chart.data[subject_code]['상태'] == '청산시도중':
running_time = running_time + (time.time() - s_time)
return const.false
매도수구분 = self.get_mesu_medo_type(subject_code, current_price, 차트[0])
if not (매도수구분 == const.매수 or 매도수구분 == const.매도):
running_time = running_time + (time.time() - s_time)
return const.false
''' 매매 가능으로 변경 '''
#if chart.data[subject_code]['상태'] == '대기': chart.data[subject_code]['상태'] = '매매가능'
''' 매매 불가 시간 '''
if 2100 < util.get_time(0, subject_code) < 2230:
running_time = running_time + (time.time() - s_time)
return const.false
수량 = self.get_buy_count(subject_code, current_price)
order_contents = {'신규주문': True, '매도수구분': 매도수구분, '수량': 수량}
running_time = running_time + (time.time() - s_time)
return order_contents
except Exception as err:
self.err_log.error(util.get_error_msg(err))
running_time = running_time + (time.time() - s_time)
return const.false
def calc(self, subject_code, chart_type, time_unit):
try:
if self.sbv.info[subject_code]['전략'] == const.파라:
self.calc_ma_line(subject_code, chart_type, time_unit)
#calc_ema_line(subject_code, chart_type, time_unit)
#calc_ilmok_chart(subject_code, chart_type, time_unit)
if self.data[subject_code][chart_type][time_unit]['인덱스'] < 5:
self.data[subject_code][chart_type][time_unit][
'플로우'].append('모름')
self.data[subject_code][chart_type][time_unit][
'SAR'].append(0)
elif self.data[subject_code][chart_type][time_unit][
'인덱스'] == 5:
self.init_sar(subject_code, chart_type, time_unit)
else:
self.calc_sar(subject_code, chart_type, time_unit)
except Exception as err:
self.log.error(util.get_error_msg(err))
def remove_contract(self, order_info):
try:
profit = 0
remove_cnt = order_info['청산수량']
subject_code = order_info['종목코드']
c = self.contract_list[subject_code]
if c['보유수량'] >= remove_cnt:
c['보유수량'] -= remove_cnt
if c['계약타입'][SAFE] > 0:
# c['계약타입'][SAFE] - remove_cnt
remove_cnt -= c['계약타입'][SAFE]
if remove_cnt > 0:
c['계약타입'][DRIBBLE] -= remove_cnt
if c['보유수량'] <= 0:
c['보유수량'] = 0
c['계약타입'][SAFE] = 0
c['계약타입'][DRIBBLE] = 0
else:
self.err_log.info("보유 수량보다 많은 수의 계약을 삭제할수 없습니다.")
remove_cnt -= c['보유수량']
c['보유수량'] = 0
c['계약타입'][SAFE] = 0
c['계약타입'][DRIBBLE] = 0
c['체결가'] = round(float(order_info['체결표시가격']),
self.sbv.info[order_info['종목코드']]['자릿수'])
if order_info['매도수구분'] == const.매수:
profit = (remove_cnt * (c['체결가'] - order_info['체결표시가격'])
) * self.sbv.info[subject_code]['틱가치']
elif order_info['매도수구분'] == const.매도:
profit = (remove_cnt * (order_info['체결표시가격'] - c.체결표시가격)
) * self.sbv.info[subject_code]['틱가치']
return profit
except Exception as err:
self.err_log.error(util.get_error_msg(err))
def comm_rq_data(self, sRQName, sTrCode, nPrevNext, sScreenNo):
"""
Tran을 서버로 송신한다.
:param sRQName: 사용자구분 명
:param sTrCode: Tran명 입력
:param nPrevNext: 0:조회, 2:연속
:param sScreenNo: 4자리의 화면번호
Ex) openApi.CommRqData( “RQ_1”, “OPT00001”, 0, “0101”);
:return:
OP_ERR_SISE_OVERFLOW – 과도한 시세조회로 인한 통신불가
OP_ERR_RQ_STRUCT_FAIL – 입력 구조체 생성 실패
OP_ERR_RQ_STRING_FAIL – 요청전문 작성 실패
OP_ERR_NONE(0) – 정상처리
"""
try:
self.log.debug(
"comm_rq_data(), sRQName: %s, sTrCode: %s, nPrevNext: %s, sScreenNo: %s"
% (sRQName, sTrCode, nPrevNext, sScreenNo))
request_config = {
"InputValue": self.input_value,
"sRQName": sRQName,
"sTrCode": sTrCode,
"nPrevNext": nPrevNext,
"sScreenNo": sScreenNo
}
self.input_value = []
self.req.append(request_config)
now = time.localtime()
if const.MODE == const.REAL and \
((now.tm_wday == 5 and util.get_time(0, None) > 600) or (now.tm_wday == 6)):
time.sleep(0.25)
self.send_request()
except Exception as err:
self.log.error(util.get_error_msg(err))
def init_data(self, subject_code, common_data=None):
try:
s_time = time.time()
subject_symbol = subject_code[:2]
self.stv.info[subject_code] = self.stv.info[subject_symbol]
self.sbv.info[subject_code] = self.sbv.info[subject_symbol]
self.data[subject_code] = {}
self.data[subject_code]['상태'] = '대기'
if self.sbv.info[subject_code]['전략'] == const.파라:
for chart_config in self.stv.info[subject_code][const.파라][
const.차트]:
chart_type = chart_config[0]
time_unit = chart_config[1]
if chart_type == const.틱차트:
if const.틱차트 not in self.data[subject_code]:
self.data[subject_code][chart_type] = {}
self.data[subject_code][chart_type][time_unit] = {}
if common_data is None:
self.data[subject_code][chart_type][time_unit][
const.현재가] = []
self.data[subject_code][chart_type][time_unit][
const.시가] = []
self.data[subject_code][chart_type][time_unit][
const.고가] = []
self.data[subject_code][chart_type][time_unit][
const.저가] = []
self.data[subject_code][chart_type][time_unit][
const.체결시간] = []
self.data[subject_code][chart_type][time_unit][
const.영업일자] = []
self.data[subject_code][chart_type][time_unit][
const.거래량] = []
self.data[subject_code][chart_type][time_unit][
const.인덱스] = -1
else:
self.data[subject_code][chart_type][time_unit][
const.현재가] = common_data[subject_code][
chart_type][time_unit][const.현재가]
self.data[subject_code][chart_type][time_unit][
const.시가] = common_data[subject_code][
chart_type][time_unit][const.시가]
self.data[subject_code][chart_type][time_unit][
const.고가] = common_data[subject_code][
chart_type][time_unit][const.고가]
self.data[subject_code][chart_type][time_unit][
const.저가] = common_data[subject_code][
chart_type][time_unit][const.저가]
self.data[subject_code][chart_type][time_unit][
const.체결시간] = common_data[subject_code][
chart_type][time_unit][const.체결시간]
self.data[subject_code][chart_type][time_unit][
const.영업일자] = []
self.data[subject_code][chart_type][time_unit][
const.거래량] = []
self.data[subject_code][chart_type][time_unit][
const.인덱스] = -1
self.data[subject_code][chart_type][time_unit][
const.현재가변동횟수] = 0
self.data[subject_code][chart_type][time_unit][
const.현재캔들] = {}
self.data[subject_code][chart_type][time_unit][
const.임시캔들] = []
self.data[subject_code][chart_type][time_unit][
const.임시데이터] = []
self.data[subject_code][chart_type][time_unit][
const.임시틱] = []
self.data[subject_code][chart_type][time_unit][
const.차트타입] = chart_type
self.data[subject_code][chart_type][time_unit][
const.시간단위] = time_unit
self.data[subject_code][chart_type][time_unit][
const.이동평균선] = {}
self.data[subject_code][chart_type][time_unit][
const.이동평균선][
const.일수] = self.stv.info[subject_code][
self.sbv.info[subject_code][const.전략]][
const.차트변수][chart_type][time_unit][
const.이동평균선]
self.data[subject_code][chart_type][time_unit][
const.지수이동평균선] = {}
for days in self.data[subject_code][chart_type][
time_unit][const.이동평균선][const.일수]:
self.data[subject_code][chart_type][time_unit][
const.이동평균선][days] = []
self.data[subject_code][chart_type][time_unit][
const.지수이동평균선][days] = []
self.data[subject_code][chart_type][time_unit][
const.볼린저밴드] = {}
self.data[subject_code][chart_type][time_unit][
const.볼린저밴드][const.중심선] = []
self.data[subject_code][chart_type][time_unit][
const.볼린저밴드][const.상한선] = []
self.data[subject_code][chart_type][time_unit][
const.볼린저밴드][const.하한선] = []
self.data[subject_code][chart_type][time_unit][
const.볼린저밴드][const.캔들위치] = []
self.data[subject_code][chart_type][time_unit][
const.일목균형표] = {}
self.data[subject_code][chart_type][time_unit][
const.일목균형표][const.전환선] = []
self.data[subject_code][chart_type][time_unit][
const.일목균형표][const.기준선] = []
self.data[subject_code][chart_type][time_unit][
const.일목균형표][const.선행스팬1] = []
self.data[subject_code][chart_type][time_unit][
const.일목균형표][const.선행스팬2] = []
for i in range(0, 26):
self.data[subject_code][chart_type][time_unit][
const.일목균형표][const.선행스팬1].append(None)
self.data[subject_code][chart_type][time_unit][
const.일목균형표][const.선행스팬2].append(None)
self.data[subject_code][chart_type][time_unit][
const.현재SAR] = 0 # 현재 SAR
self.data[subject_code][chart_type][time_unit][
const.SAR] = []
self.data[subject_code][chart_type][time_unit][
const.EP] = 0
self.data[subject_code][chart_type][time_unit][
const.AF] = 0
self.data[subject_code][chart_type][time_unit][
const.현재플로우] = ''
self.data[subject_code][chart_type][time_unit][
const.플로우] = []
self.data[subject_code][chart_type][time_unit][
const.지난플로우] = [
] # [ {const.추세: '상향', const.시작SAR: 1209.3 const.마지막SAR: 1212.4 }, {const.추세: '하향', const.시작SAR: 1212.4 const.마지막SAR: 1211.0 } ]
elif chart_type is const.분차트:
self.data[subject_code][chart_type][time_unit][
const.현재가변동시간] = []
pass
else:
'''
self.data[subject_code][chart_type][time_unit][const.일목균형표] = {}
self.data[subject_code][chart_type][time_unit][const.일목균형표][const.전환선] = []
self.data[subject_code][chart_type][time_unit][const.일목균형표][const.기준선] = []
self.data[subject_code][chart_type][time_unit][const.일목균형표][const.선행스팬1] = []
self.data[subject_code][chart_type][time_unit][const.일목균형표][const.선행스팬2] = []
for index in range(0, 26):
self.data[subject_code][chart_type][time_unit][const.일목균형표][const.선행스팬1].append(None)
self.data[subject_code][chart_type][time_unit][const.일목균형표][const.선행스팬2].append(None)
'''
self.running_time = self.running_time + (time.time() - s_time)
except Exception as err:
self.log.error(util.get_error_msg(err))
def add_contract(self, order_info):
try:
subject_code = order_info['종목코드']
if subject_code in self.contract_list: # 가지고 있는 계약이면
c = self.contract_list[subject_code]
self.log.info(
'%s 종목은 이미 %s계약 보유 중 입니다' %
(subject_code, self.contract_list[subject_code]['보유수량']))
self.log.info('%s 종목 신규 계약 %d개 추가 합니다.' %
(subject_code, int(order_info['신규수량'])))
# 정확한 체결가를 위해 체결가 다시 계산
c['체결가'] = ((c['체결가'] * c['보유수량']) + (order_info['체결표시가격']\
* int(order_info['신규수량']))) / (c['보유수량'] + int(order_info['신규수량']))
c['체결가'] = round(float(order_info['체결표시가격']),
self.sbv.info[order_info['종목코드']]['자릿수'])
if self.sbv.info[subject_code]['상태'] == '매매시도중' or self.sbv.info[subject_code]['상태'] == '매수중' \
or self.sbv.info[subject_code]['상태'] == '매도중':
if c['계약타입'][SAFE] > c['계약타입'][DRIBBLE]:
safe_num = int(int(order_info['신규수량']) / 2)
dribble_num = int(order_info['신규수량']) - safe_num
else:
dribble_num = int(int(order_info['신규수량']) / 2)
safe_num = int(order_info['신규수량']) - dribble_num
c['계약타입'][SAFE] += safe_num
c['계약타입'][DRIBBLE] += dribble_num
c['보유수량'] = c['보유수량'] + safe_num + dribble_num
self.log.info('종목코드 : ' + subject_code + ', 목표달성청산수량 ' +
str(safe_num) + '개, 드리블수량 ' +
str(dribble_num) + '개 추가.')
else:
self.err_log.log("%s 상태 이상으로 계약 추가를 수행하지 못하였습니다." %
subject_code)
else: # 신규 계약 이면
self.log.info("%s 신규 계약 추가: %s" % (subject_code, order_info))
self.contract_list[subject_code] = {}
c = self.contract_list[subject_code]
safe_num = int(int(order_info['신규수량']) / 2)
dribble_num = int(order_info['신규수량']) - safe_num
c['보유수량'] = int(order_info['신규수량'])
c['계약타입'] = {}
c['계약타입'][SAFE] = safe_num
c['계약타입'][DRIBBLE] = dribble_num
c['체결가'] = float(order_info['체결표시가격'])
c['매도수구분'] = order_info['매도수구분']
c['전략'] = self.sbv.info[subject_code]['전략']
if self.sbv.info[subject_code]['전략'] == '파라':
order_info['익절틱'], order_info['손절틱'] = self.get_loss_cut(
self.sbv.info[subject_code]['전략'])
c['익절가'] = []
c['손절가'] = []
if order_info['매도수구분'] == const.매도:
for i in range(len(order_info['익절틱'])):
c['익절가'].append(c['체결가'] - order_info['익절틱'][i] *
self.sbv.info[subject_code]['단위'])
for i in range(len(order_info['손절틱'])):
c['손절가'].append(c['체결가'] + order_info['손절틱'][i] *
self.sbv.info[subject_code]['단위'])
elif order_info['매도수구분'] == const.매수:
for i in range(len(order_info['익절틱'])):
c['익절가'] = c['체결가'] + order_info['익절틱'][i] * \
self.sbv.info[subject_code]['단위']
for i in range(len(order_info['손절틱'])):
c['손절가'] = c['체결가'] - order_info['손절틱'][i] * \
self.sbv.info[subject_code]['단위']
self.log.info('신규계약 추가, 종목코드 : ' + subject_code +
', 목표달성청산수량 ' + str(safe_num) + '개, 드리블수량 ' +
str(dribble_num) + '개 추가.')
except Exception as err:
self.err_log.error(util.get_error_msg(err))
def is_it_sell(self, cm, subject_code, current_price):
s_time = time.time()
try:
if not (self.chart.data[subject_code]['상태'] == '매수중'
or self.chart.data[subject_code]['상태'] == '매도중'):
self.running_time = self.running_time + (time.time() - s_time)
return const.false
차트 = self.get_chart(self.chart, subject_code)
계약 = cm.get_contract_list(subject_code)
#매도수구분 = const.매매없음
수량 = 0
보유수량 = cm.get_contract_count(subject_code)
차트변수 = self.stv.info[subject_code][const.파라]['차트변수']
''' 반전시 청산 '''
if 계약.매도수구분 == const.매수:
if current_price < 차트[0][const.현재SAR]:
매도수구분 = const.매도
수량 = 보유수량
차트[0]['현재플로우'] = const.하향 # 플로우 즉시 반영
차트[0][
const.
현재SAR] = const.ZERO # 다음 캔들이되어 SAR이 계산되기 전에 새로운 매매가 들어가는 것을 방지
elif 계약.매도수구분 == const.매도:
if current_price > 차트[0][const.현재SAR]:
매도수구분 = const.매수
수량 = 보유수량
차트[0]['현재플로우'] = const.상향 # 플로우 즉시 반영
차트[0][
const.
현재SAR] = const.INFINITY # 다음 캔들이되어 SAR이 계산되기 전에 새로운 매매가 들어가는 것을 방지
''' 손절가 및 청산가에 청산 '''
if 계약.매도수구분 == const.매수:
for 청산단계 in range(len(계약.손절가)):
손절가 = 계약.손절가[청산단계]
if current_price <= 손절가:
매도수구분 = const.매도
if 청산단계 == 0: # 손절가, 전체 청산
수량 = 보유수량
elif 청산단계 > 0 and 보유수량 >= 2: # n차청산
if 청산단계 == 1:
수량 = 보유수량 / 2
elif 청산단계 == 2:
수량 = (보유수량 + 1) / 2
else:
수량 = 보유수량
for 청산단계 in range(len(계약.익절가)):
익절가 = 계약.익절가[청산단계]
if current_price >= 익절가:
if 청산단계 == 0: # 익절가, 전체 청산
매도수구분 = const.매도
수량 = 보유수량
elif 청산단계 > 0 and 보유수량 >= 2: # n차청산
계약.익절가[청산단계] = 계약.익절가[청산단계] + 차트변수[
const.청산단계별드리블틱][청산단계]
계약.손절가[청산단계] = 계약.손절가[청산단계] + 차트변수[
const.청산단계별드리블틱][청산단계]
elif 계약.매도수구분 == const.매도:
for 청산단계 in range(len(계약.손절가)):
손절가 = 계약.손절가[청산단계]
if current_price >= 손절가:
매도수구분 = const.매도
if 청산단계 == 0: # 손절가, 전체 청산
수량 = 보유수량
elif 청산단계 > 0 and 보유수량 >= 2: # n차청산
if 청산단계 == 1:
수량 = 보유수량 / 2
elif 청산단계 == 2:
수량 = (보유수량 + 1) / 2
else:
수량 = 보유수량
for 청산단계 in range(len(계약.익절가)):
익절가 = 계약.익절가[청산단계]
if current_price <= 익절가:
if 청산단계 == 0: # 익절가, 전체 청산
매도수구분 = const.매도
수량 = 보유수량
elif 청산단계 > 0 and 보유수량 >= 2: # n차청산
계약.익절가[청산단계] = 계약.익절가[청산단계] - 차트변수[
const.청산단계별드리블틱][청산단계]
계약.손절가[청산단계] = 계약.손절가[청산단계] - 차트변수[
const.청산단계별드리블틱][청산단계]
수량 = int(수량)
if 수량 is 0: return const.false
order_info = {'신규주문': True, '매도수구분': 매도수구분, '수량': 수량}
self.running_time = self.running_time + (time.time() - s_time)
return order_info
except Exception as err:
self.err_log.error(util.get_error_msg(err))
self.running_time = self.running_time + (time.time() - s_time)
return const.false
def get_mesu_medo_type(self, subject_code, 현재가, 차트):
print("차트 : " + str(차트))
try:
차트변수 = self.stv.info[subject_code][const.파라][const.차트변수]
차트타입 = 차트[const.차트타입]
시간단위 = 차트[const.시간단위]
매도수구분 = const.매매없음
현재플로우 = 차트[const.현재플로우]
지난플로우 = 차트[const.현재플로우][:5]
i = 차트['인덱스']
if (현재플로우 == const.상향 and 차트[const.플로우][-1] != 차트[const.플로우][-2]) or \
(현재플로우 == const.하향 and 현재가 > 차트[const.현재SAR]):
매도수구분 = const.매수
차트[const.현재플로우] = const.상향 # 현재 플로우 즉시 반영
차트[const.현재SAR] = const.ZERO
elif (현재플로우 == const.하향 and 차트[const.플로우][-1] != 차트[const.플로우][-2]) or \
(현재플로우 == const.상향 and 현재가 < 차트[const.현재SAR]):
매도수구분 = const.매도
차트['현재플로우'] = const.하향 # 현재 플로우 즉시 반영
차트[const.현재SAR] = const.INFINITY
''' 반전시 매매'''
if (차트['현재플로우'] == const.상향 and util.is_sorted(self.chart, self.stv, subject_code, 차트타입, 시간단위) != const.상승세) or \
(차트['현재플로우'] == const.하향 and util.is_sorted(self.chart, self.stv, subject_code, 차트타입, 시간단위) != const.하락세):
''' 이동평균선 안맞을 시 매매 안함 '''
self.log.debug('이동평균선 방향이 현재 플로우와 맞지 않아 매매 안함.')
return const.매매없음
''' 이전 플로우 수익이 매매불가수익량 이상일 때 매매 안함 '''
if (지난플로우[0][const.추세] == const.상향 and (지난플로우[0][const.마지막SAR] - 지난플로우[0][const.시작SAR])*self.sbv.info[subject_code]['틱가치'] >= 차트변수[const.매매불가수익량]) or \
(지난플로우[0][const.추세] == const.하향 and (지난플로우[0][const.시작SAR] - 지난플로우[0][const.마지막SAR])*self.sbv.info[subject_code]['틱가치'] >= 차트변수[const.매매불가수익량]):
self.log.debug("이전 플로우 수익이 %s틱 이상이므로 현재 플로우는 넘어갑니다." %
차트변수[const.매매불가수익량])
return const.false
''' 틀, 틀, 틀, 틀 이후 매매 안함 '''
맞틀리스트 = []
for 플로우 in 지난플로우:
if (플로우[const.추세] == const.상향 and (플로우[const.마지막SAR] - 플로우[const.시작SAR]) > 0) or \
(플로우[const.추세] == const.하향 and (플로우[const.마지막SAR] - 플로우[const.시작SAR]) < 0):
맞틀리스트.append(const.맞)
else:
맞틀리스트.append(const.틀)
if 차트['현재플로우'] != 차트[const.플로우]:
''' 반전되었으나, 캔들이 완성되지 않아 아직 SAR 계산은 이루어지지 않음 '''
if (차트[const.플로우][-1] == const.상향 and (현재가 - 차트[const.SAR][-1]) > 0) \
or (차트[const.플로우][-1] == const.하향 and (현재가 - 차트[const.SAR][-1]) < 0):
맞틀리스트.append(const.맞)
else:
맞틀리스트.append(const.틀)
if 맞틀리스트[-5:] == [const.틀, const.틀, const.틀, const.틀, const.틀]:
self.log.debug("틀 5회 연속으로 매매 안함.")
return const.false
elif 맞틀리스트[-4:] == [const.맞, const.틀, const.틀, const.틀]:
self.log.debug("[맞, 틀, 틀, 틀]로 매매 안함.")
return const.false
elif 맞틀리스트[-3:] == [const.맞, const.틀, const.틀]:
self.log.debug("[맞, 틀, 틀]로 매매 안함.")
return const.false
return 매도수구분
except Exception as err:
self.err_log.error(util.get_error_msg(err))
return const.매매없음
def OnReceiveChejanData(self, sGubun, nItemCnt, sFidList, o_info=None):
"""
체결데이터를 받은 시점을 알려준다.
:type o_info: object
:param sGubun: 체결구분 - 0:주문체결통보, 1:잔고통보, 3:특이신호
:param nItemCnt: 아이템갯수
:param sFidList: 데이터리스트 - 데이터 구분은 ‘;’ 이다.
"""
self.log.debug("onReceiveChejanData (%s, %s, %s)" %
(sGubun, nItemCnt, sFidList))
try:
if sGubun == '1':
order_info = {}
if const.MODE == const.REAL: # 실제투자
order_info['주문번호'] = int(
self.ocx.dynamicCall("GetChejanData(int)",
9203)) # 주문번호
order_info['원주문번호'] = int(
self.ocx.dynamicCall("GetChejanData(int)",
904)) # 원주문번호
order_info['주문유형'] = int(
self.ocx.dynamicCall(
"GetChejanData(int)",
906)) # 주문유형(1 : 시장가, 2 : 지정가, 3 : STOP)
order_info['종목코드'] = self.ocx.dynamicCall(
"GetChejanData(int)", 9001) # 종목코드
order_info['매도수구분'] = int(
self.ocx.dynamicCall("GetChejanData(int)",
907)) # 매도수구분(1 : 매도, 2 : 매수)
order_info['체결표시가격'] = self.ocx.dynamicCall(
"GetChejanData(int)", 13331) # 체결표시가격
order_info['신규수량'] = self.ocx.dynamicCall(
"GetChejanData(int)", 13327) # 신규수량
order_info['청산수량'] = self.ocx.dynamicCall(
"GetChejanData(int)", 13328) # 청산수량
order_info['체결수량'] = self.ocx.dynamicCall(
"GetChejanData(int)", 911) # 체결수량
self.get_my_deposit_info()
elif const.MODE == const.TEST: # 테스트
order_info = o_info
order_info['체결표시가격'] = round(
float(order_info['체결표시가격']),
self.subject_var.info[order_info['종목코드']]['자릿수'])
add_cnt = int(order_info['신규수량'])
remove_cnt = int(order_info['청산수량'])
''' 청산 체결 '''
if remove_cnt > 0:
msg = '청산주문 체결 [%s]' % order_info
self.res.info(msg)
수익 = self.contract_manager.remove_contract(order_info)
self.누적수익 += 수익
self.telepot.send_message('%s, 체결수익 : %s, 누적수익 : %s' %
(msg, 수익, self.누적수익))
''' 신규 매매 체결 '''
if add_cnt > 0:
msg = '신규주문 체결 [%s]' % order_info
self.res.info('신규주문 체결 [%s]' % order_info)
self.contract_manager.add_contract(order_info)
self.telepot.send_message(msg)
except Exception as err:
self.log.error(util.get_error_msg(err))
def OnReceiveTrData(self,
sScrNo,
sRQName,
sTrCode,
sRecordName,
sPreNext,
candle=None):
"""
Tran 수신시 이벤트
서버통신 후 데이터를 받은 시점을 알려준다.
:param py: 화면번호
:param sRQName: 사용자구분 명
:param sTrCode: Tran 명
:param sRecordName: Record 명
:param sPreNext: 연속조회 유무
:param nDataLength: 1.0.0.1 버전 이후 사용하지 않음.
:param sErrorCode: 1.0.0.1 버전 이후 사용하지 않음.
:param sMessage: 1.0.0.1 버전 이후 사용하지 않음.
:param sSplmMsg: 1.0.0.1 버전 이후 사용하지 않음.
"""
self.log.debug("current thread : %s" %
threading.current_thread().__class__.__name__)
self.log.debug(
"onReceiveTrData, sScrNo : %s, sRQName : %s, sTrCode : %s, sRecordName : %s, sPreNext : %s"
% (sScrNo, sRQName, sTrCode, sRecordName, sPreNext))
try:
if sRQName == '상품별현재가조회':
self.log.debug("onRecieveTrData: 상품별현재가조회")
for i in range(20):
subject_code = self.ocx.dynamicCall(
"GetCommData(QString, QString, int, QString)", sTrCode,
sRecordName, i, '종목코드n').strip() # 현재가 = 틱의 종가
subject_symbol = subject_code[:2]
self.log.debug("상품별현재가조회, 종목코드 : %s" % subject_code)
if subject_symbol in self.subject_var.info:
self.log.debug(
"금일 %s의 종목코드는 %s 입니다." %
(self.subject_var.info[subject_symbol]["종목명"],
subject_code))
self.subject_var.info[
subject_code] = self.subject_var.info[
subject_symbol]
self.strategy_var.info[
subject_code] = self.strategy_var.info[
subject_symbol]
del self.subject_var.info[subject_symbol]
del self.strategy_var.info[subject_symbol]
self.chart_manager.init_data(subject_code)
# 초기 데이터 요청
for chart_config in self.strategy_var.info[
subject_code][self.subject_var.info[
subject_code]['전략']][const.차트]:
type_ = chart_config[0]
time_unit = chart_config[1]
self.log.debug("chart_config : %s" % chart_config)
if type_ == const.틱차트:
self.request_tick_info(subject_code, time_unit,
"")
elif type_ == const.분차트:
self.request_min_info(subject_code, time_unit,
"")
elif '해외선물옵션틱차트조회' in sRQName:
params = sRQName.split('_')
chart_type = const.틱차트
time_unit = params[2]
subject_code = params[1]
self.log.debug("해외선물옵션틱차트조회 params : %s" % params)
if subject_code in self.subject_var.info:
if const.MODE is const.REAL:
data_str = self.ocx.dynamicCall(
"GetCommFullData(QString, QString, int)", sTrCode,
sRecordName, 0)
chart_data = self.chart_manager.data[subject_code][
chart_type][time_unit] # 차트 타입과 시간단위에 맞는 차트 불러옴
if len(chart_data['임시데이터']) == 0:
''' 가장 처음 데이터가 수신 되었을 때 '''
self.log.debug("데이터 수신 시작. 차트구분 : %s, 시간단위 : %s" %
(chart_type, time_unit))
chart_data['임시데이터'] = data_str.split()
chart_data['현재가변동횟수'] = int(chart_data['임시데이터'][0])
chart_data['현재캔들'] = {}
chart_data['현재캔들'][const.현재가] = float(
chart_data['임시데이터'][1])
chart_data['현재캔들']['거래량'] = int(
chart_data['임시데이터'][2])
chart_data['현재캔들'][const.체결시간] = str(
chart_data['임시데이터'][3])
chart_data['현재캔들'][const.시가] = float(
chart_data['임시데이터'][4])
chart_data['현재캔들'][const.고가] = float(
chart_data['임시데이터'][5])
chart_data['현재캔들'][const.저가] = float(
chart_data['임시데이터'][6])
chart_data['현재캔들']['영업일자'] = str(
chart_data['임시데이터'][7])
chart_data['임시캔들'] = [
] # 초기 데이터 수신 중 완성된 캔들을 임시로 저장하고, 수신이 완료된 후 Push
if chart_data['현재가변동횟수'] == int(time_unit):
self.log.debug(
"수신 된 첫 캔들이 이미 완성된 캔들이므로, 임시 캔들에 추가함.")
chart_data['임시캔들'].append(chart_data['현재캔들'])
self.chart_manager.init_current_candle(
subject_code, chart_type, time_unit)
for tick in chart_data['임시틱']:
''' 첫 번째 데이터 수신 전 해당 차트로부터 들어온 Tick들 처리 '''
if chart_data['현재가변동횟수'] == 0:
chart_data['현재캔들'][const.시가] = tick[0]
chart_data['현재가변동횟수'] += 1
if tick[0] < chart_data['현재캔들'][const.저가]:
chart_data['현재캔들'][const.저가] = tick[0]
if tick[0] > chart_data['현재캔들'][const.고가]:
chart_data['현재캔들'][const.고가] = tick[0]
if chart_data['현재가변동횟수'] == time_unit:
chart_data['현재캔들'][const.체결시간] = tick[1]
chart_data['현재캔들'][const.현재가] = tick[0]
chart_data['현재가변동횟수'] = 0
if chart_data['인덱스'] == -1:
chart_data['임시캔들'].append(
chart_data['현재캔들'])
else:
self.chart_manager.push(
subject_code, chart_type,
time_unit, chart_data['현재캔들'])
else:
''' 데이터 수신 중간 '''
self.log.debug("데이터 수신 중. 차트구분 : %s, 시간단위 : %s" %
(chart_type, time_unit))
chart_data['임시데이터'] = chart_data[
'임시데이터'] + data_str.split()[1:]
if len(chart_data['임시데이터']
) / 7 > self.strategy_var.info[subject_code][
self.subject_var.info[subject_code]['전략']][
const.차트변수][chart_type][time_unit][
const.초기캔들수]:
''' 데이터 수신 완료 '''
self.log.debug("데이터 수신 완료. 차트구분 : %s, 시간단위 : %s" %
(chart_type, time_unit))
current_idx = len(chart_data['임시데이터']) - 7
candle = {}
while current_idx > 8:
candle[const.현재가] = float(
chart_data['임시데이터'][current_idx])
candle['거래량'] = int(
chart_data['임시데이터'][current_idx + 1])
candle[const.체결시간] = str(
chart_data['임시데이터'][current_idx + 2])
candle[const.시가] = float(
chart_data['임시데이터'][current_idx + 3])
candle[const.고가] = float(
chart_data['임시데이터'][current_idx + 4])
candle[const.저가] = float(
chart_data['임시데이터'][current_idx + 5])
candle['영업일자'] = str(
chart_data['임시데이터'][current_idx + 6])
current_idx -= 7
self.chart_manager.push(
subject_code, chart_type, time_unit,
candle)
if len(chart_data['임시캔들']) > 0:
self.log.debug("데이터 수신 중 완성된 임시캔들들 Push.")
for candle in chart_data['임시캔들']:
self.chart_manager.push(
subject_code, chart_type, time_unit,
candle)
isEnd = True
for chart_config in self.strategy_var.info[
subject_code][self.subject_var.info[
subject_code]['전략']][const.차트]:
chart_type = chart_config[0]
time_unit = chart_config[1]
if self.chart_manager.data[subject_code][chart_type][time_unit]['인덱스'] < \
self.strategy_var.info[subject_code][self.subject_var.info[subject_code]['전략']][const.차트변수][chart_type][time_unit][const.초기캔들수]:
isEnd = False
break
if isEnd:
self.chart_manager.data[subject_code][
'상태'] = '매매가능'
else:
self.request_tick_info(subject_code, time_unit,
sPreNext)
elif const.MODE is const.TEST:
pass
elif sRQName == '미결제잔고내역조회':
order_info = {}
contract_cnt = int(
self.ocx.dynamicCall(
"GetCommData(QString, QString, int, QString)", sTrCode,
sRecordName, 1, '매도수량'))
if contract_cnt is 0:
contract_cnt = int(
self.ocx.dynamicCall(
"GetCommData(QString, QString, int, QString)",
sTrCode, sRecordName, 1, '매수수량'))
order_info['매도수구분'] = const.매수
else:
order_info['매도수구분'] = const.매도
if contract_cnt is 0:
return
order_info['종목코드'] = self.ocx.dynamicCall(
"GetCommData(QString, QString, int, QString)", sTrCode,
sRecordName, 0, '종목코드').strip()
order_info['신규수량'] = contract_cnt
order_info['체결표시가격'] = self.ocx.dynamicCall(
"GetCommData(QString, QString, int, QString)", sTrCode,
sRecordName, 0, '평균단가').strip()
self.log.debug("미결제잔고내역조회 : %s", order_info)
'''
if self.state == '매매가능': return
self.state = '매매가능'
order_info = {}
order_contents = {}
contract_cnt = int(
self.ocx.dynamicCall("GetCommData(QString, QString, int, QString)", sTrCode, sRecordName, 1,
'매도수량'))
if contract_cnt is 0:
contract_cnt = int(
self.ocx.dynamicCall("GetCommData(QString, QString, int, QString)", sTrCode, sRecordName, 1,
'매수수량'))
order_contents['매도수구분'] = '신규매수'
else:
order_contents['매도수구분'] = '신규매도'
if contract_cnt is 0: return
order_info['종목코드'] = self.ocx.dynamicCall("GetCommData(QString, QString, int, QString)", sTrCode,
sRecordName, 0, '종목코드').strip()
order_info['신규수량'] = contract_cnt
order_info['체결표시가격'] = self.ocx.dynamicCall("GetCommData(QString, QString, int, QString)", sTrCode,
sRecordName, 0, '평균단가').strip()
order_contents['익절틱'] = self.subject_var.info[order_info['종목코드']]['익절틱']
order_contents['손절틱'] = self.subject_var.info[order_info['종목코드']]['손절틱']
contract.add_contract(order_info, order_contents)
'''
elif sRQName == "예수금및증거금현황조회":
self.account_pwd_input = True
self.contract_manager.예수금 = int(
self.ocx.dynamicCall(
"GetCommData(QString, QString, int, QString)", sTrCode,
sRecordName, 0, '주문가능금액').strip())
self.log.debug('예수금 현황 : ' + str(self.contract_manager.예수금))
except Exception as err:
self.log.error(util.get_error_msg(err))
def calc_strategy_var(self, _cur_array):
try:
cur_array = _cur_array[:]
# 전략 변수 Config 불러오기
config = configparser.RawConfigParser()
config.read(const.CONFIG_PATH + '/tester_var.cfg')
stv = strategy_var.Strategy_Var()
for subject_code in self.sbv.info.keys():
subject_symbol = subject_code[:2]
if subject_symbol not in stv.info:
stv.info[subject_symbol] = {}
strategy = config.get(const.ST_CONFIG, subject_symbol)
stv.info[subject_symbol][strategy] = {}
stv.info[subject_symbol][strategy][const.차트] = []
stv.info[subject_symbol][strategy][const.차트변수] = {}
stv.info[subject_symbol][strategy][const.차트변수][const.틱차트] = {}
stv.info[subject_symbol][strategy][const.차트변수][const.분차트] = {}
if strategy == const.파라:
stv.info[subject_symbol][strategy][const.차트변수][
const.매매불가수익량] = self.get_divide_value(
json.loads(
config.get(subject_symbol, const.매매불가수익량)),
cur_array.pop(0))
tmp_list = json.loads(
config.get(subject_symbol, const.청산단계별드리블틱))
stv.info[subject_symbol][strategy][const.차트변수][
const.청산단계별드리블틱] = []
for list in tmp_list:
stv.info[subject_symbol][strategy][const.차트변수][
const.청산단계별드리블틱].append(
self.get_divide_value(list, cur_array.pop(0)))
## subject_symbol의 config 불러옴
chart_types = json.loads(
config.get(subject_symbol, const.CHART_TYPE))
for chart_type in chart_types:
type = chart_type.split('_')[0]
time_unit = chart_type.split('_')[1]
section_str = subject_symbol + '_' + chart_type
stv.info[subject_symbol][strategy][
const.차트변수][type][time_unit] = {}
stv.info[subject_symbol][strategy][const.차트].append(
[str(type), str(time_unit)])
if strategy == const.파라:
tmp_list = json.loads(
config.get(section_str, const.이동평균선))
stv.info[subject_symbol][strategy][
const.차트변수][type][time_unit][const.이동평균선] = []
for list in tmp_list:
stv.info[subject_symbol][strategy][const.차트변수][
type][time_unit][const.이동평균선].append(
self.get_divide_value(
list, cur_array.pop(0)))
stv.info[subject_symbol][strategy][const.차트변수][type][
time_unit][const.INIT_AF] = self.get_divide_value(
json.loads(
config.get(section_str, const.INIT_AF)),
cur_array.pop(0))
stv.info[subject_symbol][strategy][const.차트변수][type][
time_unit][const.MAX_AF] = self.get_divide_value(
json.loads(
config.get(section_str, const.MAX_AF)),
cur_array.pop(0))
stv.info[subject_symbol][strategy][const.차트변수][type][
time_unit][const.초기캔들수] = self.get_divide_value(
json.loads(config.get(section_str,
const.초기캔들수)),
cur_array.pop(0))
return stv
except Exception as err:
self.err_log.error(util.get_error_msg(err))
def create_simulater_var_table(self):
try:
max_array = []
cur_array = []
# 전략 변수 Config 불러오기
config = configparser.RawConfigParser()
config.read(const.CONFIG_PATH + '/tester_var.cfg')
for subject_code in self.sbv.info.keys():
subject_symbol = subject_code[:2]
strategy = config.get(const.ST_CONFIG, subject_symbol)
if strategy == const.파라:
tmp_list = json.loads(config.get(subject_symbol,
const.매매불가수익량))
max_array.append(
self.calc_divide_count(tmp_list[0], tmp_list[1],
tmp_list[2]))
cur_array.append(0)
tmp_list = json.loads(
config.get(subject_symbol, const.청산단계별드리블틱))
for list in tmp_list:
max_array.append(
self.calc_divide_count(list[0], list[1], list[2]))
cur_array.append(0)
## subject_symbol의 config 불러옴
chart_types = json.loads(
config.get(subject_symbol, const.CHART_TYPE))
for chart_type in chart_types:
type = chart_type.split('_')[0]
time_unit = chart_type.split('_')[1]
section_str = subject_symbol + '_' + chart_type
if strategy == const.파라:
tmp_list = json.loads(
config.get(section_str, const.이동평균선))
for list in tmp_list:
max_array.append(
self.calc_divide_count(list[0], list[1],
list[2]))
cur_array.append(0)
tmp_list = json.loads(
config.get(section_str, const.INIT_AF))
max_array.append(
self.calc_divide_count(tmp_list[0], tmp_list[1],
tmp_list[2]))
cur_array.append(0)
tmp_list = json.loads(
config.get(section_str, const.MAX_AF))
max_array.append(
self.calc_divide_count(tmp_list[0], tmp_list[1],
tmp_list[2]))
cur_array.append(0)
tmp_list = json.loads(
config.get(section_str, const.초기캔들수))
max_array.append(
self.calc_divide_count(tmp_list[0], tmp_list[1],
tmp_list[2]))
cur_array.append(0)
return max_array, cur_array
except Exception as err:
self.err_log.error(util.get_error_msg(err))
return None, None
def set_simulate_config(self, subject_code):
try:
# 전략 변수 Config 불러오기
config = configparser.RawConfigParser()
config.read(const.CONFIG_PATH + '/tester_var.cfg')
stv = strategy_var()
for subject_code in self.sbv.info.keys():
subject_symbol = subject_code[:2]
if subject_symbol not in stv.info:
stv.info[subject_symbol] = {}
strategy = config.get(const.ST_CONFIG, subject_symbol)
stv.info[subject_symbol][strategy] = {}
stv.info[subject_symbol][strategy][const.차트] = []
stv.info[subject_symbol][strategy][const.차트변수] = {}
stv.info[subject_symbol][strategy][const.차트변수][const.틱차트] = {}
stv.info[subject_symbol][strategy][const.차트변수][const.분차트] = {}
if strategy == const.파라:
stv.info[subject_symbol][strategy][const.차트변수][
const.매매불가수익량] = config.get(subject_symbol,
const.매매불가수익량)
stv.info[subject_symbol][strategy][const.차트변수][
const.청산단계별드리블틱] = json.loads(
config.get(subject_symbol, const.청산단계별드리블틱))
## subject_symbol의 config 불러옴
chart_types = json.loads(
config.get(subject_symbol, const.CHART_TYPE))
for chart_type in chart_types:
type_str = chart_type.split('_')[0]
time_unit = chart_type.split('_')[1]
section_str = subject_symbol + '_' + chart_type
stv.info[subject_symbol][strategy][
const.차트변수][type_str][time_unit] = {}
stv.info[subject_symbol][strategy][const.차트].append(
[str(type_str), str(time_unit)])
if strategy == const.파라:
stv.info[subject_symbol][strategy][const.차트변수][
type_str][time_unit][const.이동평균선] = json.loads(
config.get(section_str, const.이동평균선))
stv.info[subject_symbol][strategy][
const.차트변수][type_str][time_unit][
const.INIT_AF] = config.getfloat(
section_str, const.INIT_AF)
stv.info[subject_symbol][strategy][
const.차트변수][type_str][time_unit][
const.MAX_AF] = config.getfloat(
section_str, const.MAX_AF)
stv.info[subject_symbol][strategy][const.차트변수][
type_str][time_unit][const.초기캔들수] = config.getint(
section_str, const.초기캔들수)
except Exception as err:
self.err_log.error(util.get_error_msg(err))
def init_data(self, subject_code):
try:
s_time = time.time()
self.data[subject_code] = {}
self.data[subject_code]['상태'] = '대기'
if self.sbv.info[subject_code]['전략'] == const.파라:
for chart_config in self.stv.info[subject_code][const.파라][
const.차트]:
chart_type = chart_config[0]
time_unit = chart_config[1]
if chart_type == const.틱차트:
if const.틱차트 not in self.data[subject_code]:
self.data[subject_code][chart_type] = {}
self.data[subject_code][chart_type][time_unit] = {}
if const.MODE == const.REAL:
self.data[subject_code][chart_type][time_unit][
const.현재가] = []
self.data[subject_code][chart_type][time_unit][
const.시가] = []
self.data[subject_code][chart_type][time_unit][
const.고가] = []
self.data[subject_code][chart_type][time_unit][
const.저가] = []
self.data[subject_code][chart_type][time_unit][
const.체결시간] = []
self.data[subject_code][chart_type][time_unit][
'영업일자'] = []
self.data[subject_code][chart_type][time_unit][
'거래량'] = []
self.data[subject_code][chart_type][time_unit][
'인덱스'] = -1
elif const.MODE == const.TEST:
self.data[subject_code][chart_type][
time_unit] = common_data[subject_code][
chart_type][time_unit]
self.data[subject_code][chart_type][time_unit][
'인덱스'] = 0
self.data[subject_code][chart_type][time_unit][
'현재가변동횟수'] = 0
self.data[subject_code][chart_type][time_unit][
'현재캔들'] = {}
self.data[subject_code][chart_type][time_unit][
'임시캔들'] = []
self.data[subject_code][chart_type][time_unit][
'임시데이터'] = []
self.data[subject_code][chart_type][time_unit][
'임시틱'] = []
self.data[subject_code][chart_type][time_unit][
'차트타입'] = chart_type
self.data[subject_code][chart_type][time_unit][
'시간단위'] = time_unit
self.data[subject_code][chart_type][time_unit][
const.이동평균선] = {}
self.data[subject_code][chart_type][time_unit][
const.이동평균선]['일수'] = self.stv.info[subject_code][
self.sbv.info[subject_code]['전략']][const.차트변수][
chart_type][time_unit][const.이동평균선]
self.data[subject_code][chart_type][time_unit][
'지수이동평균선'] = {}
for days in self.data[subject_code][chart_type][
time_unit][const.이동평균선]['일수']:
self.data[subject_code][chart_type][time_unit][
const.이동평균선][days] = []
self.data[subject_code][chart_type][time_unit][
'지수이동평균선'][days] = []
self.data[subject_code][chart_type][time_unit][
'볼린저밴드'] = {}
self.data[subject_code][chart_type][time_unit][
'볼린저밴드']['중심선'] = []
self.data[subject_code][chart_type][time_unit][
'볼린저밴드']['상한선'] = []
self.data[subject_code][chart_type][time_unit][
'볼린저밴드']['하한선'] = []
self.data[subject_code][chart_type][time_unit][
'볼린저밴드']['캔들위치'] = []
self.data[subject_code][chart_type][time_unit][
'일목균형표'] = {}
self.data[subject_code][chart_type][time_unit][
'일목균형표']['전환선'] = []
self.data[subject_code][chart_type][time_unit][
'일목균형표']['기준선'] = []
self.data[subject_code][chart_type][time_unit][
'일목균형표']['선행스팬1'] = []
self.data[subject_code][chart_type][time_unit][
'일목균형표']['선행스팬2'] = []
for index in range(0, 26):
self.data[subject_code][chart_type][time_unit][
'일목균형표']['선행스팬1'].append(None)
self.data[subject_code][chart_type][time_unit][
'일목균형표']['선행스팬2'].append(None)
self.data[subject_code][chart_type][time_unit][
'현재SAR'] = 0 # 현재 SAR
self.data[subject_code][chart_type][time_unit][
'SAR'] = []
self.data[subject_code][chart_type][time_unit][
'EP'] = 0
self.data[subject_code][chart_type][time_unit][
'AF'] = 0
self.data[subject_code][chart_type][time_unit][
'현재플로우'] = ''
self.data[subject_code][chart_type][time_unit][
'플로우'] = []
self.data[subject_code][chart_type][time_unit][
'지난플로우'] = [
] # [ {'추세': '상향', '시작SAR': 1209.3 '마지막SAR': 1212.4 }, {'추세': '하향', '시작SAR': 1212.4 '마지막SAR': 1211.0 } ]
elif chart_type is const.분차트:
self.data[subject_code][chart_type][time_unit][
'현재가변동시간'] = []
pass
else:
'''
self.data[subject_code][chart_type][time_unit]['일목균형표'] = {}
self.data[subject_code][chart_type][time_unit]['일목균형표']['전환선'] = []
self.data[subject_code][chart_type][time_unit]['일목균형표']['기준선'] = []
self.data[subject_code][chart_type][time_unit]['일목균형표']['선행스팬1'] = []
self.data[subject_code][chart_type][time_unit]['일목균형표']['선행스팬2'] = []
for index in range(0, 26):
self.data[subject_code][chart_type][time_unit]['일목균형표']['선행스팬1'].append(None)
self.data[subject_code][chart_type][time_unit]['일목균형표']['선행스팬2'].append(None)
'''
self.running_time = self.running_time + (time.time() - s_time)
except Exception as err:
self.log.error(util.get_error_msg(err))
def proc(self):
global running_time
'''
테스트 진입
종목코드, 시작일, 종료일 받아옴
'''
dbm = db_manager.DBManager()
subject_symbol = ''
start_date = ''
end_date = ''
self.log.info('종목코드를 입력하세요. [ ex) GC ]')
subject_symbol = input()
if subject_symbol not in self.sbv.info:
self.log.info('잘못된 종목코드입니다.')
self.proc()
return
self.log.info('시작일을 입력하세요.')
start_date = input()
if len(start_date) != 8:
self.log.info('잘못된 시작일입니다.')
self.proc()
return
self.log.info('종료일을 입력하세요.')
end_date = input()
if len(end_date) != 8:
self.log.info('잘못된 종료일입니다.')
self.proc()
return
'''
입력 종료 '''
try:
''' 해당 종목 테이블 가져옴 '''
_tables = dbm.get_table_list(subject_symbol)
tables = []
for table_name in _tables:
print(table_name[0], start_date, end_date)
if dbm.is_matched_table(table_name[0], start_date, end_date):
tables.append(table_name[0])
data = {}
for table_name in tables:
data[table_name] = {}
data[table_name][const.틱차트] = {}
data[table_name][const.틱차트]['60'] = {}
data[table_name][const.틱차트]['60'][const.체결시간] = []
data[table_name][const.틱차트]['60'][const.시가] = []
data[table_name][const.틱차트]['60'][const.고가] = []
data[table_name][const.틱차트]['60'][const.저가] = []
data[table_name][const.틱차트]['60'][const.현재가] = []
self.log.info('%s 월물 테이블 내용 수신 시작.' % table_name)
temp = dbm.request_tick_candle(table_name, '60', start_date,
end_date)
for candle in temp:
data[table_name][const.틱차트]['60'][const.체결시간].append(
candle[const.체결시간])
data[table_name][const.틱차트]['60'][const.시가].append(
candle[const.시가])
data[table_name][const.틱차트]['60'][const.고가].append(
candle[const.고가])
data[table_name][const.틱차트]['60'][const.저가].append(
candle[const.저가])
data[table_name][const.틱차트]['60'][const.현재가].append(
candle[const.현재가])
print(data[table_name])
'''
TODO:
현재 1가지 차트로만 고정 추후 여러 차트 가능하게 확장 예정
'''
self.start_date = start_date
self.end_date = end_date
self.subject_symbol = subject_symbol
'''
상단까지가 우리가 입력한 날짜에 맞는 테이블을 틱_60으로만 가져오는 코드
'''
with mp.Manager() as manager:
result = manager.list()
common_data = manager.dict(data)
while True:
# self.log.info("DB 데이터를 설정된 차트에 맞는 캔들 데이터로 변환합니다.")
# data[subject_code] -> ctm.common_data에 setting
# tester_var.cfg에서 subject_symbol에 맞는 chart_type, time_unit을 가져와서 계산한다.
self.log.info("총 테스트 횟수를 계산합니다.")
total_count = 1
stv_table, cur_table = self.create_simulater_var_table(
) # 총 테스트 횟수 계산
for cnt in stv_table:
total_count *= (cnt + 1)
self.log.info("총 %s번의 테스트." % total_count)
label = subprocess.check_output(
["git", "describe", "--always"]) # current git hash
procs = []
stv = self.calc_strategy_var(cur_table)
self.log.info("tables data : %s" % tables)
self.log.info("common data : %s" % common_data)
print("original common data id : %s" % id(common_data))
print("original result id : %s" % id(result))
# 차트 수신
if len(common_data.keys()) == 0:
for subject_code in tables:
common_data[subject_code] = manager.dict()
for strategy in stv.info[subject_symbol]:
for chart_config in stv.info[subject_symbol][
strategy][const.차트]:
self.log.info('chart config : %s' %
chart_config)
self.log.info('subject_code : %s' %
subject_code)
if chart_config[0] not in common_data[
subject_code].keys():
common_data[subject_code][
chart_config[0]] = manager.dict()
if chart_config[1] not in common_data[
subject_code][
chart_config[0]].keys():
common_data[subject_code][
chart_config[0]][chart_config[
1]] = manager.dict()
common_data[subject_code][
chart_config[0]][chart_config[1]][
const.현재가] = manager.list()
common_data[subject_code][
chart_config[0]][chart_config[1]][
const.고가] = manager.list()
common_data[subject_code][
chart_config[0]][chart_config[1]][
const.저가] = manager.list()
common_data[subject_code][
chart_config[0]][chart_config[1]][
const.시가] = manager.list()
common_data[subject_code][
chart_config[0]][chart_config[1]][
const.체결시간] = manager.list()
#data[subject_code] = dbm.request_tick_candle(subject_code, chart_config[1])
for candle in data[subject_code][:100]:
common_data[subject_code][
chart_config[0]][chart_config[
1]][const.현재가].append(
candle[const.현재가])
common_data[subject_code][
chart_config[0]][chart_config[
1]][const.고가].append(
candle[const.고가])
common_data[subject_code][
chart_config[0]][chart_config[
1]][const.저가].append(
candle[const.저가])
common_data[subject_code][
chart_config[0]][chart_config[
1]][const.시가].append(
candle[const.시가])
common_data[subject_code][
chart_config[0]][chart_config[
1]][const.체결시간].append(
candle[const.체결시간])
for i in range(0, 2):
stv = self.calc_strategy_var(cur_table)
''' 해당 부분에서 Multiprocessing으로 테스트 시작 '''
process = mp.Process(target=simulate,
args=(
stv,
common_data,
result,
))
procs.append(process)
process.start()
if self.increase_the_number_of_digits(
stv_table, cur_table) == False:
break
for process in procs:
process.join()
print(result)
self.log.info("[테스트 결과]")
''' 이 부분에 result를 수익별로 sorting '''
''' 상위 N개의 결과 보여 줌 '''
print(len(result))
for i in range(0, min(len(result), 10)):
self.log.info(result[i]) # 더 디테일하게 변경
'''
'''
self.log.info("테스트 정상 종료")
break
'''
'''
self.log.info("해당 코드의 Git Hash : %s" % label)
while True:
self.log.info(
"Database에 넣을 결과 Index를 입력해주세요.(종료 : -1)")
idx = input()
if idx == '-1': break
self.log.info(
"저장하신 결과에 대한 코드를 나중에 확인하시기 위해선, 코드를 변경하시기 전에 Commit을 해야 합니다."
)
''' 해당 index의 결과를 stv를 정렬해서, 결과 DB에 저장. '''
self.log.info(
"Config를 변경하여 계속 테스트 하시려면 아무키나 눌러주세요.(종료 : exit)")
cmd = input()
if cmd == 'exit': break
self.log.info('테스트 종료.')
except Exception as err:
self.err_log.error(util.get_error_msg(err))